//------------------------------------------------------------------------ // 简称: DualMA // 名称:双均线交易系统 // 类别: 交易指令 // 类型: 用户应用 //------------------------------------------------------------------------ Params Numeric FastLength(3); //短周期 Numeric SlowLength(10); //长周期 Numeric StopPoint(30); //止损点 Numeric WinPoint(100); //止赢点 Numeric FlostStopStartPoint(50); //浮动止损启动条件 Numeric FlostStopPoint(20); //浮动止损点 Numeric TradeUint(5); //每次交易手数 Vars NumericSeries AvgValue1; NumericSeries AvgValue2; BoolSeries bCrossOver(false); BoolSeries bCrossDn(False); Begin AvgValue1 = AverageFC(CLOSE,FastLength); AvgValue2 = AverageFC(CLOSE,SlowLength); PlotNumeric("MA1",AvgValue1); PlotNumeric("MA2",AvgValue2); bCrossOver = CrossOver(AvgValue1,AvgValue2); bCrossDn = CrossUnder(AvgValue1,AvgValue2); //均线交叉时开仓 if(bCrossOver[1]) { if(MarketPosition != 1) Buy(TradeUint,Open); } Else if(bCrossDn[1]) { if(MarketPosition != -1) SellShort(TradeUint,Open); } //止盈止损 SetWinPoint(WinPoint); //止损点 SetStopPoint(StopPoint); //浮动止损 SetFloatStopPoint(FlostStopStartPoint,FlostStopPoint); PlotNumeric("Assets",Available+PositionProfit+Margin); SetOwnAxis("Assets"); End
|